Extracting gold risk premium via dimension reduction tools: implication on the gold–inflation relationship-Reference-Cited by-同舟云学术

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Extracting gold risk premium via dimension reduction tools: implication on the gold–inflation relationship

Published:2024-06-10 Issue: Volume: Page:1-10
ISSN:1350-4851
Container-title:Applied Economics Letters
language:en
Short-container-title:Applied Economics Letters

Author:

Roh Tai-Yong¹,Lee Byung Yoon²,Xu Yahua³^ORCID

Affiliation:

1. Li Anmin Institute of Economic Research, Liaoning University, Shenyang, China

2. College of Social Sciences, Seoul National University, Seoul, Republic of Korea

3. China Economics and Management Academy, Central University of Finance and Economics, Beijing, China

Publisher

Informa UK Limited

Link

https://www.tandfonline.com/doi/pdf/10.1080/13504851.2024.2364002

Reference22 articles.

1. Forecasting the price of gold using dynamic model averaging

2. Forecasting economic time series using targeted predictors

3. Investor Sentiment and the Cross-Section of Stock Returns

4. On the economic determinants of the gold–inflation relation

5. THE RELATIVE VALUATION OF GOLD

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